0.30Open0.10Pre Close1 Volume156 Open Interest87.50Strike Price30.00Turnover27.57%IV7.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1074Delta0.0468Gamma410.28Leverage Ratio-0.0334Theta0.0026Rho44.07Eff Leverage0.0265Vega